Geometric integrators and the Hamiltonian Monte Carlo method

14 November 2017

Papers citing "Geometric integrators and the Hamiltonian Monte Carlo method"

18 / 18 papers shown

Title
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities Jimmy Huy Tran T. S. Kleppe BDL 45 0 0 25 Apr 2025
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation Nawaf Bou-Rabee Katharina Schuh 23 7 0 22 Aug 2023
Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo Lorenzo Nagar Mario Fernández-Pendás J. Sanz-Serna E. Akhmatskaya 13 1 0 05 Jul 2023
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 32 12 0 20 Nov 2022
Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies N. Glatt-Holtz Andrew J Holbrook J. Krometis Cecilia F. Mondaini 18 10 0 10 Sep 2022
Second Order Ensemble Langevin Method for Sampling and Inverse Problems Ziming Liu Andrew M. Stuart Yixuan Wang 24 6 0 09 Aug 2022
Split Hamiltonian Monte Carlo revisited F. Casas J. Sanz-Serna Luke Shaw 13 8 0 15 Jul 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 28 25 0 20 Mar 2022
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters Conor Rosato Vincent Beraud P. Horridge Thomas B. Schon Simon Maskell 18 14 0 02 Nov 2021
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 24 19 0 02 Aug 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 20 17 0 06 May 2021
On explicit $L^2$ -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms Jianfeng Lu Lihan Wang 16 27 0 29 Jul 2020
Is the NUTS algorithm correct? J. Sanz-Serna 8 0 0 04 May 2020
Cores for Piecewise-Deterministic Markov Processes used in Markov Chain Monte Carlo P. Holderrieth 17 10 0 20 Oct 2019
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 18 63 0 01 Sep 2017
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 34 116 0 29 Jan 2016
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012